Women's empowerment and poverty alleviation are two key factors for successful and equitable international development. Norms surrounding women's economic participation and economic agency change over time, with some individuals achieving economic empowerment earlier than others. These "vanguard" women represent the leading edge of change. The objective of this study is to discuss and compare methodological strategies for creating a measure that captures the extent to which a woman's actions exceed community norms regarding economic participation and agency. We refer to this measure as the "Vanguard Women's Economic Empowerment (WEE) Index." The Demographic and Health Surveys for 49 countries were used to capture community-level WEE norms using 8 WEE measures. To identify whether a community is non-normative for a WEE item, we explore four strategies, inclusive of two thresholds and two approaches for middle-prevalence communities. Using the community assignment, we construct the individual-level Vanguard WEE Index that captures the number of WEE items a woman has that are non-normative, i.e. vanguard, in her community. We validate this index through associating it with a validated index on women's financial discrimination. Subsequently, the characteristics of "vanguard" women were assessed through mixed effects modeling. Women who register higher on the Vanguard WEE Index are likely to be older, poorer, and live in rural communities. This study is the first to offer a valid method for measuring the extent that a woman goes against the community norm on economic participation and agency in low- and middle-income settings. The results outline a strategy for contextualizing women's economic empowerment within that setting's normative context. Practitioners and policy-makers can use this index when implementing economic empowerment programs to identify those who are pushing the needle in their community, as these women may be critical changemakers for gender equity broadly.